Product variational measures and Fubini--Tonelli type theorems for the Henstock--Kurzweil integral (Q1883448): Difference between revisions

This paper proves various theorems of Fubini type for Henstock--Kurzweil integrals of tensor products. The main theorem is as follows. Theorem 4.4. Let \([a,b]\) and \(E_r\) be compact intervals in \(\mathbb R\) and \(\mathbb R^r\), respectively. If \(f\in HK([a,b])\) and \(g\in HK(E_r)\) then \(f\otimes g\in HK(E_r\times [a,b])\) and \[ \int_{E_r\times [a,b]} f\otimes g =\left\{\int_{E_r}f\right\}\left\{ \int_a^b g\right\}. \] Here, \(HK(S)\) is the set of Henstock-Kurzweil integrable functions on a set \(S\). Extensions are made to the case when \([a,b]\) is a Cartesian product of compact intervals. The proofs employ the variational measure. For \(f\in HK(E_r)\) it is shown that the space \(\tau_f(E_s)=\{g:f\otimes g\in HK(E_r\times E_s)\}\) is barrelled.